+229.1%
UMC vs VRTX
+29.9%
+199.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | +11.4% | -7.8% | +19.2% | +12.1% |
| 30D | +16.8% | -2.8% | +19.6% | +16.9% |
| 3M | +19.1% | +18.1% | +1.0% | +13.6% |
| 6M | +137.4% | +3.1% | +134.4% | +134.8% |
| YTD | +186.4% | +13.5% | +172.9% | +178.6% |
| 1Y | +229.1% | +32.4% | +196.7% | +227.9% |
| All | +229.1% | +29.9% | +199.2% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling